Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,958 CHF | 46,319 CHF | 98.95% | 98.95% |
12/07/2024 | 1.99% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,162 CHF | 50,721 CHF | 99.13% | 99.13% |
11/07/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,223 CHF | 52,741 CHF | 98.78% | 98.78% |
10/07/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,618 CHF | 54,206 CHF | 97.26% | 97.26% |
09/07/2024 | 1.91% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,114 CHF | 53,038 CHF | 99.08% | 99.08% |
08/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,299 CHF | 52,100 CHF | 98.79% | 98.79% |
05/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 152,352 CHF | 51,784 CHF | 98.79% | 98.79% |
04/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,265 CHF | 56,422 CHF | 97.66% | 97.66% |
03/07/2024 | 1.67% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 178,259 CHF | 60,420 CHF | 98.78% | 98.78% |
02/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,033 CHF | 68,678 CHF | 98.73% | 98.73% |